An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 16% and a standard deviation of return of 21%. Stock B has an expected return of 10% and a standard deviation of return of 16%. The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately. 21 Multiple Choice O 15% 84% 85% 16% D